1993
DOI: 10.1017/s0021900200044697
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Mean passage times for tridiagonal transition matrices and a two-parameter ehrenfest urn model

Abstract: A two-parameter Ehrenfest urn model is derived according to the approach taken by Karlin and McGregor [7] where Krawtchouk polynomials are used. Furthermore, formulas for the mean passage times of finite homogeneous Markov chains with general tridiagonal transition matrices are given. In the special case of the Ehrenfest model they have quite a different structure as compared with those of Blom [2] or Kemperman [9].

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Cited by 11 publications
(23 citation statements)
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“…In the following, we will denote by R A the reduced transition rate matrix in which the rows and the columns corresponding to the absorbing states (j = 0, j = N ) are removed, and by R −1 A its inverse. Let us note that R A is a tridiagonal matrix, which allows for major simplifications of analytical calculations [70]. Note that in order to obtain the transition rate matrix associated to B individuals, one just needs to apply the reversal j ↔ N − j.…”
Section: The Moran Processmentioning
confidence: 99%
“…In the following, we will denote by R A the reduced transition rate matrix in which the rows and the columns corresponding to the absorbing states (j = 0, j = N ) are removed, and by R −1 A its inverse. Let us note that R A is a tridiagonal matrix, which allows for major simplifications of analytical calculations [70]. Note that in order to obtain the transition rate matrix associated to B individuals, one just needs to apply the reversal j ↔ N − j.…”
Section: The Moran Processmentioning
confidence: 99%
“…Several generalizations have been proposed for this urn model (Krafft and Schaefer, 1993;Klein, 1956), however, these investigations mostly focus on mathematically tractable variants. In the following we report generalizations, which focus on applications to feedback processes.…”
Section: Ehrenfest Urn Modelmentioning
confidence: 99%
“…And stationary distribution of active member number follows binomial distribution, ( , /( + )) [19].…”
Section: Model Of Number Of Active Membersmentioning
confidence: 99%